Dissertation/Thesis Abstract

Efficient algorithms for least squares semidefinite programming and linear semidefinite programming with a large number of constraints
by Liuqin, Yang, Ph.D., National University of Singapore (Singapore), 2015, 186; 10006113
Abstract (Summary)

This thesis focuses on designing efficient algorithms for solving large scale semidfinite programming, which have many applications in a wide range of fields, such as combinatorial optimization, robust optimization, option pricing, correlation/covariance matrix estimation, kernel estimation and so on. (Abstract shortened by UMI.)

Indexing (document details)
Advisor:
Commitee:
School: National University of Singapore (Singapore)
Department: Mathematics
School Location: Republic of Singapore
Source: DAI-B 77/06(E), Dissertation Abstracts International
Source Type: DISSERTATION
Subjects: Mathematics
Keywords:
Publication Number: 10006113
ISBN: 9781339439754
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